-12.1%
JBLU vs BURL
-11.3%
-0.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.7% | +1.4% | -0.7% |
| 7D | +1.1% | -2.6% | +3.7% | +2.2% |
| 30D | -25.5% | -30.8% | +5.2% | -12.2% |
| 3M | -5.0% | -18.7% | +13.6% | +4.4% |
| 6M | +0.7% | -16.4% | +17.1% | +10.1% |
| YTD | -0.7% | -11.6% | +10.9% | +7.7% |
| All | -12.1% | -11.3% | -0.7% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling